Ongoing
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Hao Tang. Singular and mean-field SDEs in infinite dimensions.
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Anton Yurchenko-Tytarenko. Frontiers in stochastic volatility modelling.
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Olena Tymoshenko. Robustness, asymptotic behaviour and stability of models based on stochastic differential equations.
2023
- Andreas Erik Petersson. Numerical approximation for time-space dynamics.
- Emel Savku. Stochastic control for regime-switching jump diffusions.
2022
- Jasmina Djordjevic. Backwards dynamics with reflection driven by time-changed Lévy noises.
2021
- Fabian Andsem Harang. Rough paths theory of Volterra equations and regularisation via perturbations.
2020
- Achref Bachouch. Deep learning methods for stochastic control.
- Kristina Rognlien Dahl. Environmental contours and optimal design.
2019
- Olfa Draouil. White noise analysis on financial modeling.
2018
- Nacira Agram. Mean-field stochastic control.
2017
- David Baños. Stochastic analysis and reliability theory.
2014
- Salvador Ortiz-Latorre. Stochastic modelling of energy markets.
- Paul Kruhner. Infinite dimensional models in energy markets.
2011
- Asma Khedher. Robustness, dependence, exchange options.